Enhanced Forecasting of Equity Fund Returns Using Machine Learning

This paper aims to explore the integration of machine learning with risk and return performance measures, to provide a data-driven approach to identifying opportunities in equity funds. We built a dataset with 72 performance measures in the columns calculated for multiple periods ranging from 1 to 1...

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Bibliographic Details
Main Authors: Fabiano Fernandes Bargos, Estaner Claro Romão
Format: Article
Language:English
Published: MDPI AG 2025-01-01
Series:Mathematical and Computational Applications
Subjects:
Online Access:https://www.mdpi.com/2297-8747/30/1/9
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